Testing Linear and Log-Linear Regressions with Autocorrelated Errors

Author

Yiu Kuen TSE, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1984

Abstract

This paper considers the problem of testing linear and log-linear models with autocorrelated errors. Test of functional form as well as functional form and autocorrelation simultaneously are obtained using the Lagrange multiplier approach.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Economics Letters

Volume

14

Issue

4

First Page

333

Last Page

337

ISSN

0165-1765

Identifier

10.1016/0165-1765(84)90007-7

Publisher

Elsevier

Citation

TSE, Yiu Kuen. Testing Linear and Log-Linear Regressions with Autocorrelated Errors. (1984). Economics Letters. 14, (4), 333-337.
Available at: https://ink.library.smu.edu.sg/soe_research/171

Additional URL

https://doi.org/10.1016/0165-1765(84)90007-7